+144.0%
WDAY vs BLDR
+479.0%
-335.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +1.8% | -3.0% | +4.8% | +2.5% |
| 30D | +4.1% | +20.1% | -16.0% | -1.2% |
| 3M | -4.8% | -17.5% | +12.7% | -1.3% |
| 6M | +68.6% | -16.1% | +84.7% | +71.7% |
| YTD | -8.5% | -41.0% | +32.5% | +0.4% |
| 1Y | -12.1% | -41.6% | +29.5% | -3.5% |
| 3Y | -13.2% | -50.8% | +37.6% | -6.3% |
| 5Y | -33.7% | -10.8% | -23.0% | -42.2% |
| All | +144.0% | +479.0% | -335.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling